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Visit John Hatgioannides

Room BR5069, Bunhill Row

Postal address

Cass Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

John Hatgioannides joined City University in 1996 and was instrumental in the launch by the City University Business School, subsequently became Cass Business School, and with the generous financial support of the Corporation of London, of the prestigious MSc in Mathematical Trading and Finance which he directs.

His teaching experience, research interests and professional expertise lie in the valuation and risk management of derivatives, credit risk modelling and management, yield curve modelling, trading strategies, financial engineering, energy markets and functioning of the global market economy and the Eurozone.

In 2006, he became one of the founders of the electronic scientific journal Quantitative and Qualitative Analysis in Social Sciences (QASS), www.qass.org.uk., in which he acts the Finance Editor.

In 2001 he was appointed as a Visiting Professor of Financial Engineering at the Athens University of Economics and Business (AUEB), Greecee, a post that he maintained up to 2009. In 2005 he was appointed as a Visiting Professor of Financial Engineering at the Athens Laboratory of Business Administation (ALBA), Greece, a post that runned up to 2010.

He is an active member of the International Association of Financial Engineers (IAFE) and the Futures and Options Association (FOA). He is a regular speaker at both academic and professional audiences, leader of a number of executive courses and has a long experience as a consultant to business organizations.

Research

My research evolves around the LIBOR/SABR models and the pricing of interest rate-sensitive securities along with fixed income portfolio construction. Satistical arbitrage and the modelling of credit spreads and implied probabilities of default are also of interest. In parallel, I am working on the state of the global market economy and the economics of the Eurozone.

Hatgioannides, J. and Mesomeris, S. (2007). On the returns generating process and the profitability of trading rules in emerging capital markets.Journal of International Money and Finance, 26(6), pp. 948–973. doi:10.1016/j.jimonfin.2007.05.005.

World Scientific and Engineering Academy and Services (WSEAS). Vouliagmeni, Greece (2003). Paper: Temporary and Transitory Components in a Continuous-Time Model of the Term StructureAuthor: Hatgioannides JCo-authors: M. Karanassou and M.Karanasos

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